Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.344701 0.376743 0.411802 0.453262 0.501281 0.555554 0.622124
2025-07-27 0.304462 0.345482 0.393040 0.453019 0.527776 0.619471 0.743072
2025-08-03 0.278627 0.325124 0.381451 0.456181 0.555095 0.685258 0.876444
2025-08-10 0.251601 0.299397 0.359133 0.441373 0.555284 0.713678 0.963377
2025-08-17 0.229019 0.276652 0.337642 0.424104 0.548356 0.729283 1.032635
2025-08-24 0.216165 0.265053 0.329187 0.422866 0.562770 0.776844 1.161392
2025-08-31 0.210160 0.261753 0.331191 0.435942 0.599171 0.863458 1.378918
2025-09-07 0.201051 0.253419 0.325307 0.436533 0.615864 0.920133 1.557467
2025-09-14 0.192163 0.244698 0.318051 0.434072 0.626892 0.968313 1.733699
2025-09-21 0.184172 0.236679 0.311124 0.431274 0.636668 1.015473 1.923912
2025-09-28 0.175035 0.226477 0.300254 0.421158 0.632370 1.034567 2.053561
2025-10-05 0.171468 0.224084 0.300826 0.429479 0.661710 1.126351 2.412686
2025-10-12 0.167259 0.220677 0.299866 0.435596 0.688717 1.221497 2.845102
2025-10-19 0.161447 0.214563 0.294291 0.433317 0.699343 1.282788 3.212918
2025-10-26 0.157051 0.210339 0.291394 0.435381 0.718778 1.369722 3.743267
2025-11-02 0.149567 0.201060 0.279889 0.421193 0.703200 1.366184 3.910511
2025-11-09 0.142161 0.191617 0.267681 0.404928 0.681642 1.343498 3.984437
2025-11-16 0.138285 0.187468 0.263872 0.403708 0.691987 1.408419 4.536072
2025-11-23 0.137263 0.187684 0.267191 0.415873 0.733063 1.570596 5.830973
2025-11-30 0.134125 0.184418 0.264503 0.416411 0.748024 1.661175 6.870326
2025-12-07 0.130669 0.180505 0.260513 0.414112 0.756080 1.732974 7.935833
2025-12-14 0.127360 0.176698 0.256518 0.411501 0.763080 1.803977 9.190477
2025-12-21 0.123076 0.171176 0.249330 0.402065 0.752302 1.811152 9.858923